+220.4%
GDXJ vs KHC
-13.4%
+233.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | +5.0% | +1.9% | +3.1% | +4.6% |
| 3M | +24.1% | +3.2% | +20.9% | +22.8% |
| 6M | -7.4% | +10.0% | -17.3% | -9.5% |
| YTD | +10.2% | +6.7% | +3.5% | +8.3% |
| 1Y | +42.5% | -0.9% | +43.4% | +41.7% |
| 3Y | +285.7% | -13.6% | +299.3% | +288.1% |
| All | +220.4% | -13.4% | +233.8% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling